In case anyone ever has this same problem, I figured out what needs to be done to get cobra command to show up in your DK's game list.
I went into the masterlist.lst and did a search for cobraab. I found the entry for this game, but it was not consistent with the other daphne games. The other daphne games all had their rom's name listed twice in the entry. Cobraab had it's rom name listed only once, and where it should have been listed again, there was 'astron' instead. So I changed the astron to cobraab, and it now shows up in DK's game list.
I am not sure why the masterlist.lst did it this way. I guess it used the daphne.dat file I got from clrmamepro which is an older rev than the newest daphne program. Or the daphne.dat file just isn't fully compatible with the way DK generates it game lists.